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Evolutionary Factor Analysis

Evolutionary Factor Analysis

Hardcover

Probability & Statistics

PREORDER - Expected ship date August 28, 2027

ISBN10: 1466505923
ISBN13: 9781466505926
Publisher: CRC Press
Published: Aug 28 2027
Pages: 256
Language: English

This book introduces factor analysis methods for the study of multivariate stochastic processes whose structure evolves over time. It introduces the theory of factor analysis and evolutionary stochastic processes and combines that to study evolutionary factor models. The book includes many real examples to illustrate applications from such fields as macroeconomics, finance, neuroscience, communication, and psychology. MATLAB(R) and R code is included throughout the book for implementation of the methods.

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Probability & Statistics